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XDW0.DE vs. XESC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDW0.DE vs. XESC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDW0.DE achieves a 32.75% return, which is significantly higher than XESC.DE's 7.20% return. Over the past 10 years, XDW0.DE has underperformed XESC.DE with an annualized return of 9.20%, while XESC.DE has yielded a comparatively higher 10.49% annualized return.


XDW0.DE

1D
-0.47%
1M
3.29%
YTD
32.75%
6M
28.86%
1Y
45.88%
3Y*
15.71%
5Y*
20.33%
10Y*
9.20%

XESC.DE

1D
0.76%
1M
1.88%
YTD
7.20%
6M
8.62%
1Y
15.73%
3Y*
15.59%
5Y*
11.50%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDW0.DE vs. XESC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C
32.75%2.24%7.48%0.18%53.95%52.18%-36.97%14.05%-12.13%-7.68%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
7.20%22.24%11.06%22.50%-8.87%23.54%-2.88%30.09%-12.09%10.25%

Correlation

The correlation between XDW0.DE and XESC.DE is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.42

The correlation between XDW0.DE and XESC.DE shifts across timeframes, from -0.15 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDW0.DE vs. XESC.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDW0.DE
XDW0.DE Risk / Return Rank: 5959
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 6161
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5757
Martin Ratio Rank

XESC.DE
XESC.DE Risk / Return Rank: 3030
Overall Rank
XESC.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XESC.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XESC.DE Omega Ratio Rank: 2828
Omega Ratio Rank
XESC.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XESC.DE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDW0.DE vs. XESC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


XDW0.DEXESC.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.37

1.18

+0.18

Calmar ratioReturn relative to maximum drawdown

2.98

1.45

+1.54

Martin ratioReturn relative to average drawdown

9.92

4.94

+4.98

XDW0.DE vs. XESC.DE - Sharpe Ratio Comparison

The current XDW0.DE Sharpe Ratio is 2.10, which is higher than the XESC.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of XDW0.DE and XESC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XDW0.DEXESC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

0.98

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.65

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.57

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.32

+0.04

Drawdowns

XDW0.DE vs. XESC.DE - Drawdown Comparison

The maximum XDW0.DE drawdown since its inception was -61.44%, which is greater than XESC.DE's maximum drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and XESC.DE.


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Drawdown Indicators


XDW0.DEXESC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.44%

-45.38%

-16.06%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-10.88%

-4.17%

Max Drawdown (3Y)

Largest decline over 3 years

-23.71%

-16.53%

-7.18%

Max Drawdown (5Y)

Largest decline over 5 years

-23.71%

-23.33%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-61.44%

-38.51%

-22.93%

Current Drawdown

Current decline from peak

-7.38%

-0.53%

-6.85%

Average Drawdown

Average peak-to-trough decline

-13.84%

-8.39%

-5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

3.19%

+1.34%

Volatility

XDW0.DE vs. XESC.DE - Volatility Comparison

Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 6.96% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 4.90%. This indicates that XDW0.DE's price experiences larger fluctuations and is considered to be riskier than XESC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDW0.DEXESC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

4.90%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

18.42%

13.02%

+5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

21.48%

16.01%

+5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.04%

17.54%

+6.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.02%

18.27%

+7.75%

XDW0.DE vs. XESC.DE - Expense Ratio Comparison

XDW0.DE has a 0.25% expense ratio, which is higher than XESC.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XDW0.DE vs. XESC.DE - Dividend Comparison

Neither XDW0.DE nor XESC.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.19%

Frequently Asked Questions


XDW0.DE and XESC.DE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for XDW0.DE.

XDW0.DE is categorized as Energy Equities, while XESC.DE is Europe Equities. XDW0.DE tracks MSCI World/Energy NR USD, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.25% for XDW0.DE and 0.09% for XESC.DE.

Portfolio Optimizer

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